-66.8%
CPNG vs AVAV
+12.4%
-79.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | 0.0% |
| 7D | +7.2% | 0.0% | +7.2% | +6.6% |
| 30D | +3.2% | -9.9% | +13.2% | +4.7% |
| 3M | +0.9% | -34.7% | +35.6% | +8.7% |
| 6M | -3.8% | -26.6% | +22.8% | -0.6% |
| YTD | -30.8% | -48.9% | +18.2% | -25.1% |
| 1Y | -43.5% | -63.0% | +19.5% | -34.3% |
| 3Y | +6.6% | +1.6% | +5.0% | -13.9% |
| 5Y | -45.3% | +34.5% | -79.8% | -64.3% |
| All | -66.8% | +12.4% | -79.2% | -79.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AVAV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling